+428.1%
WMT vs CTAS
+687.6%
-259.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.0% |
| 7D | 0.0% | +0.5% | -0.5% | -0.1% |
| 30D | -7.4% | -0.7% | -6.7% | -7.3% |
| 3M | -10.9% | +11.1% | -21.9% | -13.2% |
| 6M | -12.7% | +2.1% | -14.8% | -13.4% |
| YTD | -3.2% | +8.0% | -11.2% | -5.4% |
| 1Y | +5.3% | -0.5% | +5.7% | +4.8% |
| 3Y | +101.9% | +66.2% | +35.6% | +78.3% |
| 5Y | +134.6% | +109.2% | +25.4% | +95.7% |
| All | +428.1% | +687.6% | -259.5% | +253.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CTAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling